Anic Equity¶

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Total return since start: 0.718 %¶

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Equity now: -----------------------------> 52489.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46124.91 Kr¶

PnL: ---------------------------------------> -597.69 Kr¶

DD now: ---------------------------------> -1.187 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 17:16:42.010043'

Anic Portfolio¶

This Week¶

Return: -1.166 %¶

Total portfolio value¶

Return including deposits: 71.699 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.500000 4514.400000 194.400000 4.500000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
Balco Group 39 4.350000 1916.850000 41.850000 2.230000 1874.999997
BHG Group 49 4.150000 664.440000 25.440000 3.980000 638.999984
NCC B 7 3.040000 664.650000 10.650000 1.630000 653.999997
SynAct Pharma 9 0.700000 649.800000 4.800000 0.740000 645.000003
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Embracer Group B 26 2.340000 665.340000 3.340000 0.500000 661.999988
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Addnode Group B 6 0.080000 750.600000 0.600000 0.080000 750.000000
Sdiptech B 3 1.410000 821.400000 -0.600000 -0.070000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Addtech B 3 0.090000 697.800000 -2.200000 -0.310000 699.999999
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Investor B 3 -0.390000 652.950000 -2.550000 -0.390000 655.500000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
Latour B 2 -0.040000 445.200000 -3.800000 -0.850000 449.000000
Biotage 4 -1.390000 595.600000 -7.400000 -1.230000 603.000000
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.420000 1307.500000 -12.500000 -0.950000 1320.000000
Fortnox 10 -1.340000 646.200000 -21.800000 -3.260000 668.000000
Lime Technologies 2 4.770000 571.000000 -22.000000 -3.710000 593.000000
Vitrolife 3 -1.290000 645.000000 -32.000000 -4.730000 677.000001
Volati 5 0.190000 541.000000 -33.000000 -5.750000 574.000000
Xvivo Perfusion 3 -1.460000 811.500000 -33.500000 -3.960000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Investor A 16 -0.410000 3489.600000 -55.400000 -1.560000 3545.000000
Creades A 7 -9.940000 551.600000 -59.400000 -9.720000 610.999998
Ambea 68 -1.090000 2473.840000 -63.160000 -2.490000 2537.000032
New Wave B 20 0.520000 3834.000000 -82.000000 -2.090000 3916.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
Gaming Innovation Group 161 -1.170000 4089.400000 -98.600000 -2.350000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 46082.670000 -639.930000 -1.26692% 46722.599938

Updated:¶

'2023-06-09 17:14:34.899936'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶